+757.7%
TTWO vs DXCM
+2,699.0%
-1,941.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | 0.0% |
| 7D | -1.6% | -6.2% | +4.7% | -0.5% |
| 30D | -13.5% | -0.3% | -13.2% | -13.5% |
| 3M | +0.3% | +10.3% | -10.0% | -1.8% |
| 6M | +0.8% | +24.1% | -23.3% | -3.7% |
| YTD | -16.7% | +27.4% | -44.1% | -20.8% |
| 1Y | -14.3% | +8.4% | -22.6% | -16.7% |
| 3Y | +49.4% | -19.0% | +68.4% | +45.0% |
| 5Y | +33.8% | -38.6% | +72.4% | +32.9% |
| 10Y | +392.8% | +252.9% | +139.9% | +232.6% |
| All | +757.7% | +2,699.0% | -1,941.3% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling